Geodesic
Exponential inequalities and functional central limit theorems for random fields
ESAIM: Probability and Statistics, Tome 5 (2001), pp. 77-104

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We establish new exponential inequalities for partial sums of random fields. Next, using classical chaining arguments, we give sufficient conditions for partial sum processes indexed by large classes of sets to converge to a set-indexed brownian motion. For stationary fields of bounded random variables, the condition is expressed in terms of a series of conditional expectations. For non-uniform φ-mixing random fields, we require both finite fourth moments and an algebraic decay of the mixing coefficients.

Classification : 37A50, 60F17
Keywords: functional central limit theorem, stationary random fields, moment inequalities, exponential inequalities, mixing, metric entropy, chaining 
@article{PS_2001__5__77_0,
     author = {Dedecker, J\'er\^ome},
     title = {Exponential inequalities and functional central limit theorems for random fields},
     journal = {ESAIM: Probability and Statistics},
     pages = {77--104},
     publisher = {EDP-Sciences},
     volume = {5},
     year = {2001},
     mrnumber = {1875665},
     zbl = {1003.60033},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/PS_2001__5__77_0/}
}
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Dedecker, Jérôme. Exponential inequalities and functional central limit theorems for random fields. ESAIM: Probability and Statistics, Tome 5 (2001), pp. 77-104. http://geodesic.mathdoc.fr/item/PS_2001__5__77_0/